A friend of murder victim Christine Lundy says there will be "anxious times ahead" if Mark Lundy's application to London's Privy Council seeking permission to appeal his convictions for murdering his wife and young daughter goes through.

Christine Lockett said the threat of the Privy Council appeal for Lundy had "reared its ugly head so many times over the years" but an appeal has never come to fruition.

"I never thought it would. We are never allowed to totally be at peace with the horrific loss of Christine and Amber and all that we went through keeps coming back to haunt us," she said.

Mark Lundy has applied to London's Privy Council seeking permission to appeal his convictions and is represented by high-profile lawyer David Hislop, QC.

"The fact that Mark still professes his innocence and will never admit to this brutal crime is beyond me. We have some anxious times ahead especially if it the case gets accepted," said Lockett.

Lundy is serving a life sentence with a non-parole period of 20 years after a jury found him guilty of killing his wife Christine and daughter Amber, 7, in a frenzied attack in their Palmerston North home in August 2000.

Two years later he was sentenced to a minimum of 17 years, but that was increased by the Court of Appeal after both Lundy and the prosecution appealed.

Lundy has always maintained his innocence and on the 10th anniversary of the killings, his then legal team said it was launching a bid to challenge his convictions at the Privy Council - the highest court that can hear the case.

New Zealand's Supreme Court did not exist at the time of the murders, so cannot hear the case.

This morning Privy Council spokesman Ben Wilson confirmed the papers were received by the court last night.

"The appellants are seeking permission to appeal the Court of Appeal judgment, and there is no automatic right of appeal," Wilson said

"Generally speaking, in these circumstances, the papers from both sides will be considered by a panel of three justices and a decision is taken on whether or not it should proceed to a full appeal hearing."

Wilson said there was also a chance a hearing could be held about granting Lundy permission to appeal.

Either way it was likely that decision would be taken next year.

Should permission be granted, the Privy Council law lords could then consider Lundy's convictions, either upholding or quashing them, in which case the solicitor-general could order a retrial.

Lundy's bid is headed by Hislop, a New Zealand lawyer who has practised in Britain since 1988. He was admitted to the bar in New Zealand in 1979. He represents clients in "all forms of serious crime including murder, terrorism, organised crime and extradition", according to his chamber's website.

It is understood the legal bid has been funded by supporters of Lundy involved in the Factual (For Amber and Christine - Truth Uncovered about Lundys) website.

It is also understood that Lundy's previous legal team of Wellington lawyer Christopher Stevenson and Keith Becker, now based in Sydney, were to have appealed on the basis of discrediting brain or spinal tissue found on one of Lundy's shirts during the police investigation.

The Factual website also lists doubts about the time of death and whether Lundy could have driven back from Wellington, where he was staying for work, committed the murders, then driven back in the tight time frame.

Lundy's case is probably one of the last that can go to the Privy Council.

Three years ago it rejected an appeal from John Barlow, who at his third trial in 1995, was convicted of killing Wellington father and son businessmen Eugene and Gene Thomas.

In 2007, it quashed David Bain's convictions for murdering his Dunedin family in 1994. He was found not guilty at a retrial.